+75.5%
ASML vs HDB
-24.7%
+100.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.2% | +4.3% |
| 7D | -9.0% | +13.3% | -22.4% | -14.0% |
| 30D | -21.0% | +13.6% | -34.5% | -25.5% |
| 3M | -16.3% | +5.8% | -22.1% | -18.9% |
| 6M | -7.5% | -1.9% | -5.6% | -8.0% |
| YTD | +34.0% | -31.2% | +65.2% | +56.6% |
| 1Y | +39.3% | -29.6% | +68.8% | +60.6% |
| 3Y | +128.9% | -10.1% | +138.9% | +119.8% |
| All | +75.5% | -24.7% | +100.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling